+2,851.4%
CVX vs IT
+5,645.5%
-2,794.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +1.7% |
| 7D | -0.6% | -9.1% | +8.5% | +0.8% |
| 30D | +13.4% | -7.0% | +20.4% | +14.5% |
| 3M | +11.8% | +7.6% | +4.2% | +9.5% |
| 6M | +12.4% | +2.1% | +10.3% | +10.5% |
| YTD | +41.5% | -31.6% | +73.1% | +46.8% |
| 1Y | +41.6% | -29.9% | +71.5% | +45.8% |
| 3Y | +42.2% | -51.3% | +93.5% | +52.5% |
| 5Y | +166.0% | -44.8% | +210.8% | +176.3% |
| 10Y | +207.2% | +91.4% | +115.9% | +163.3% |
| All | +2,851.4% | +5,645.5% | -2,794.1% | +1,681.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling